Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1428847.5274 | 1357652.2569 | 71195.2705 | 4373966.4129 | 5284447.0953 | -910480.6824 |
Total P&L (%) | 1428.8475 | 1357.6523 | 71.1953 | 4373.9664 | 5284.4471 | -910.4807 |
Avg Daily Profit (%) | 0.7848 | 0.7457 | 0.0391 | 0.209 | 0.2192 | 0 |
Buy And Hold Return (%) | 652.2297 | 652.2297 | 652.2297 | 652.2297 | 652.2297 | 652.2297 |
Max Trade Drawdown | -87643 | -90398 | -46008 | -5062203 | -3425377 | -2232303 |
Profit Factor | 3.8658 | 6.0756 | 1.3081 | 1.2855 | 1.7228 | 0.8863 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 25 | 11 | 14 | 25 | 11 | 14 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 39.0625 | 34.375 | 43.75 | 39.0625 | 34.375 | 43.75 |
Ratio Avg Win / Avg Loss | 6.0306 | 11.5988 | 1.6818 | 2.0055 | 3.2889 | 1.1395 |
Largest Winning Trade | 721284 | 721284 | 70141 | 6200391 | 6200391 | 1994237 |
Largest Losing Trade | -36260 | -36260 | -23154 | -1416800 | -1416800 | -1322732 |
Avg Bars in Trades | 82 | 85 | 78 | 82 | 85 | 78 |
Avg Bars in Winners | 136 | 160 | 117 | 136 | 160 | 117 |
Avg Bars in Losers | 47 | 46 | 48 | 47 | 46 | 48 |
Bars Traded | 5250 | 2731 | 2519 | 5250 | 2731 | 2519 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -133649 | 315939 | -307664 | -139005 | 192891 | -581574 |
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{ "first_band": { "type": "dema", "factors": { "length": 182, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 42, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 182, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 42, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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